# Exact simulation of Brown-Resnick random fields at a finite number of locations

@article{Dieker2014ExactSO,
title={Exact simulation of Brown-Resnick random fields at a finite number of locations},
author={A. B. Dieker and Thomas Mikosch},
journal={Extremes},
year={2014},
volume={18},
pages={301-314}
}
• Published 21 June 2014
• Mathematics
• Extremes
We propose an exact simulation method for Brown-Resnick random fields, building on new representations for these stationary max-stable fields. The main idea is to apply suitable changes of measure.

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